Heat oven to 375 degrees.
Season cavities of hens with salt and pepper.
Remove rind from lemon with a zester or vegetable peeler.
Cut into julienne strips.
Squeeze juice from lemon; reserve.
Cut remains of lemon into quarters and place in hen cavities, along with garlic, parsley and rosemary, dividing equally.
Gently lift breast skin away from meat by slipping fingers between skin and meat.
Divide lemon strips among hens and place under skin.
Fold wing tips under hens and tie legs together.
Lightly grease the bottom of a shallow roasting pan.
Place hens in pan breast side up; brush with olive oil on all sides.
Season with salt and pepper.
Roast at 375 degrees, basting every 15 minutes with chicken broth, for 50 to 60 minutes, or until done.
Remove from pan; set aside on warm platter.
Skim fat from pan juices.
Put roasting pan over medium heat and stir in any remaining chicken broth and wine.
Simmer, stirring up any browned bits from pan.
Reduce liquid to 1/2 cup.
Stir in reserved lemon juice and whisk in butter a little at a time.
Season with salt and pepper.
Serve sauce over hens.
Garnish with parsley or fresh rosemary.